Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47259.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45864.23 Kr¶

PnL: ---------------------------------------> -1024.34 Kr¶

DD now: ---------------------------------> -2.819 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:53:25.119593'

Anic Portfolio¶

Today¶

Return: -1.444 %¶

This Week¶

Return: -1.364 %¶

Total¶

Return: 54.714 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.740000 388.000000 33.000000 9.300000 355.000000
AcadeMedia 12 -3.120000 588.240000 31.240000 5.610000 557.000004
Corem Property Group B 59 -2.370000 607.700000 30.700000 5.320000 576.999999
Resurs Holding 22 -1.700000 599.060000 25.060000 4.370000 573.999998
MedCap 2 -2.410000 445.000000 24.000000 5.700000 421.000000
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.590000 577.650000 13.650000 2.420000 564.000000
Securitas B 6 -0.860000 583.560000 13.560000 2.380000 570.000000
SAAB B 8 -0.520000 3389.600000 12.600000 0.370000 3377.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
OEM International B 7 -1.560000 530.600000 2.600000 0.490000 527.999997
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Handelsbanken A 5 -1.280000 540.750000 -5.250000 -0.960000 546.000000
Beijer Electronics Group 26 -4.200000 2964.000000 -7.000000 -0.240000 2971.000006
Nordea Bank Abp 29 -0.250000 3445.780000 -8.220000 -0.240000 3453.999992
Essity B 2 -1.250000 553.600000 -20.400000 -3.550000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.460000 504.660000 -29.340000 -5.490000 533.999999
Essity A 4 -2.300000 1104.000000 -45.000000 -3.920000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.150000 3588.000000 -168.000000 -4.470000 3756.000001
OX2 18 -2.670000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45864.230000 -1024.340000 -2.81862% 46888.564618

Updated:¶

'2023-01-25 13:53:37.836591'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶